Over 2011 to 2025 (15 years of data), FMEDEEUR has tended to move long between 20.08 and 23.08, closing higher in 80.0% of those years for an average +0.06% move and an annualized Sharpe of 0.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 23.08 | Long | 80.0% | +0.06% | 0.17 | 15 |
| 19.08 → 23.08 | Long | 80.0% | -0.02% | -0.06 | 15 |
| 16.08 → 05.09 | Short | 73.3% | +1.71% | 1.40 | 15 |
| 17.08 → 04.09 | Short | 73.3% | +1.67% | 1.69 | 15 |
| 17.08 → 03.09 | Short | 73.3% | +1.61% | 1.78 | 15 |
| 18.08 → 05.09 | Short | 73.3% | +1.60% | 1.67 | 15 |
| 16.08 → 04.09 | Short | 73.3% | +1.49% | 1.37 | 15 |
| 16.08 → 03.09 | Short | 73.3% | +1.44% | 1.45 | 15 |